CME Australian Dollar Future March 2017
Trading Metrics calculated at close of trading on 06-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2016 |
06-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
0.7397 |
0.7455 |
0.0058 |
0.8% |
0.7421 |
High |
0.7480 |
0.7464 |
-0.0016 |
-0.2% |
0.7478 |
Low |
0.7396 |
0.7415 |
0.0019 |
0.3% |
0.7352 |
Close |
0.7460 |
0.7440 |
-0.0020 |
-0.3% |
0.7427 |
Range |
0.0084 |
0.0049 |
-0.0035 |
-41.7% |
0.0126 |
ATR |
0.0078 |
0.0076 |
-0.0002 |
-2.7% |
0.0000 |
Volume |
1,511 |
1,505 |
-6 |
-0.4% |
9,247 |
|
Daily Pivots for day following 06-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7587 |
0.7562 |
0.7467 |
|
R3 |
0.7538 |
0.7513 |
0.7453 |
|
R2 |
0.7489 |
0.7489 |
0.7449 |
|
R1 |
0.7464 |
0.7464 |
0.7444 |
0.7452 |
PP |
0.7440 |
0.7440 |
0.7440 |
0.7434 |
S1 |
0.7415 |
0.7415 |
0.7436 |
0.7403 |
S2 |
0.7391 |
0.7391 |
0.7431 |
|
S3 |
0.7342 |
0.7366 |
0.7427 |
|
S4 |
0.7293 |
0.7317 |
0.7413 |
|
|
Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7797 |
0.7738 |
0.7496 |
|
R3 |
0.7671 |
0.7612 |
0.7462 |
|
R2 |
0.7545 |
0.7545 |
0.7450 |
|
R1 |
0.7486 |
0.7486 |
0.7439 |
0.7516 |
PP |
0.7419 |
0.7419 |
0.7419 |
0.7434 |
S1 |
0.7360 |
0.7360 |
0.7415 |
0.7390 |
S2 |
0.7293 |
0.7293 |
0.7404 |
|
S3 |
0.7167 |
0.7234 |
0.7392 |
|
S4 |
0.7041 |
0.7108 |
0.7358 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7480 |
0.7352 |
0.0128 |
1.7% |
0.0074 |
1.0% |
69% |
False |
False |
2,022 |
10 |
0.7480 |
0.7346 |
0.0134 |
1.8% |
0.0071 |
1.0% |
70% |
False |
False |
1,497 |
20 |
0.7754 |
0.7293 |
0.0461 |
6.2% |
0.0087 |
1.2% |
32% |
False |
False |
1,114 |
40 |
0.7754 |
0.7293 |
0.0461 |
6.2% |
0.0075 |
1.0% |
32% |
False |
False |
679 |
60 |
0.7754 |
0.7293 |
0.0461 |
6.2% |
0.0069 |
0.9% |
32% |
False |
False |
473 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7672 |
2.618 |
0.7592 |
1.618 |
0.7543 |
1.000 |
0.7513 |
0.618 |
0.7494 |
HIGH |
0.7464 |
0.618 |
0.7445 |
0.500 |
0.7440 |
0.382 |
0.7434 |
LOW |
0.7415 |
0.618 |
0.7385 |
1.000 |
0.7366 |
1.618 |
0.7336 |
2.618 |
0.7287 |
4.250 |
0.7207 |
|
|
Fisher Pivots for day following 06-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7440 |
0.7437 |
PP |
0.7440 |
0.7434 |
S1 |
0.7440 |
0.7432 |
|